| Morgan Hedge Fund Indices | October | % Winner |
|---|
| MHX ABSOLUTE ALPHA™ INDEX | -- | -- |
| MHX UCITS Index | -- | -- |
| MHX Aggregate Index | -1.55% | 36.54% |
| MHX Hedge Fund Index | -2.02% | 30.30% |
| MHX Fund of Funds Index | 1.70% | 100.00% |
| MHX CTA Index | -1.00% | 44.44% |
| MHX Managed Accounts Index | 0.07% | 66.67% |
| Other Investment Funds | -2.37% | -- |
As of: Nov. 21, 2024 - 00:15 CET
Index History Strategy Index MHX ALPHA™
| Morgan Hedge Index | October | % Winner | 12 Months |
|---|
| Equity Hedged | -3.23% | 0.00% | 19.76% |
| Equity Long only | -3.27% | 27.27% | 30.60% |
| Equity Long/Short | -2.24% | 25.00% | 16.68% |
| Forex ( Currencies) | 0.99% | 100.00% | 11.35% |
| Global Macro | -2.49% | 0.00% | -3.06% |
| Long Bias | -4.55% | 0.00% | 6.51% |
| Merger Arbitrage | 0.59% | 50.00% | 7.89% |
| Multi-Strategy/Diversified | -0.36% | 25.00% | 13.25% |
| Options/Derivatives Strategies | 0.19% | 50.00% | 30.57% |
| Quantitative | -1.02% | 50.00% | 4.35% |
| Sector: Real Estate | 0.87% | 100.00% | 8.81% |
| Value | 0.02% | 50.00% | 22.88% |
| Volatility | -1.75% | 0.00% | 5.18% |
| Other | 2.36% | 100.00% | 3.13% |
| Currency (CTA) | 0.99% | 100.00% | 1.05% |
| Diversified / Multi Strategy (CTA) | 0.79% | 100.00% | 4.37% |
| Stock Index (CTA) | -0.67% | 33.33% | 10.65% |
| Systematic / Quantitative (CTA) | -4.77% | 0.00% | -5.21% |
| Volatility (CTA) | 1.24% | 100.00% | -25.15% |
Historical Index Data
| Morgan Hedge Index | YTD | 2023 | 2022 | 2021 |
|---|
| MHX Aggregate Index | 6.82% | 8.81% | -2.94% | 15.69% |
| MHX ABSOLUTE ALPHA™ | -0.47% | -1.03% | 4.17% | 2.12% |
| MHX UCITS Index | 4.56% | 13.86% | -7.84% | 9.81% |
| MHX Hedge Fund Index | 7.96% | 9.97% | -4.93% | 12.27% |
| MHX Fund of Funds Index | 6.87% | 3.09% | 1.24% | 6.64% |
| MHX CTA Index | 0.12% | 3.63% | -6.55% | 4.37% |
| MHX Managed Accounts Index | 1.41% | 4.15% | 6.24% | 13.54% |
| Other Investment Funds | 18.09% | 19.39% | -5.66% | 93.90% |
